Pages that link to "Item:Q5256125"

The following pages link to Time Series Modelling With Semiparametric Factor Dynamics (Q5256125):

Displaying 24 items.

• Flexible generalized varying coefficient regression models (Q126898) (← links)
• A semiparametric factor model for CDO surfaces dynamics (Q268745) (← links)
• Implied basket correlation dynamics (Q308412) (← links)
• Portfolio decisions and brain reactions via the CEAD method (Q316742) (← links)
• Modeling and forecasting electricity spot prices: a functional data perspective (Q386743) (← links)
• Projection-type estimation for varying coefficient regression models (Q408095) (← links)
• Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships (Q740074) (← links)
• Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← links)
• Modelling spatio-temporal variability of temperature (Q740085) (← links)
• Statistical inference for generalized additive partially linear models (Q1679559) (← links)
• Estimation of spatio-temporal extreme distribution using a quantile factor model (Q2028577) (← links)
• Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144) (← links)
• Robust sieve M-estimation with an application to dimensionality reduction (Q2161188) (← links)
• On time-varying factor models: estimation and testing (Q2294514) (← links)
• Risk patterns and correlated brain activities. Multidimensional statistical analysis of fMRI data in economic decision making study (Q2339074) (← links)
• Dynamic semi-parametric factor model for functional expectiles (Q2418052) (← links)
• Nonparametric estimation of noisy integral equations of the second kind (Q2510638) (← links)
• Empirical likelihood inference for generalized additive partially linear models (Q2666062) (← links)
• Model-driven statistical arbitrage on LETF option markets (Q5212060) (← links)
• Simultaneous Statistical Inference in Dynamic Factor Models (Q5280122) (← links)
• Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
• Dynamic semiparametric factor models in risk neutral density estimation (Q5962990) (← links)
• Projected principal component analysis in factor models (Q5963521) (← links)
• Discussion: Nonparametric estimation of noisy integral equations of the second kind (Q5971295) (← links)